1542 search results for "regression"

Matrix Algebra Useful for Statistics

December 16, 2012
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Matrix Algebra Useful for Statistics

I was having a conversation with an acquaintance about courses that were particularly useful in our work. My forestry degree involved completing 50 compulsory + 10 elective† courses; if I had to choose courses that were influential and/or really useful they would be Operations Research, Economic Evaluation of Projects, Ecology, 3 Calculus and 2 Algebras.

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The R journal – Volume 4/2, December 2012

December 16, 2012
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Download complete issue Refereed articles may be downloaded individually using the links below. Table of Contents Editorial 3   Contributed Research Articles What’s in a Name? Paul Murrell 5 It’s Not What You Draw,It’s What You Don’t Draw Paul Murrell 13 Debugging grid Graphics Paul Murrell and Velvet Ly 19 frailtyHL: A Package for Fitting...

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Making Data Visually Appealing

December 16, 2012
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Making Data Visually Appealing

I’ve recently been considering the graphical presentation of data. I get the feeling that we, ecologists/scientsits, could be better at data presentation. Graphs must be informative, but they don’t have to be ugly. I think that making visually appealing charts … Continue reading →

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What is Correctness for Statistical Software?

December 14, 2012
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What is Correctness for Statistical Software?

Introduction A few months ago, Drew Conway and I gave a webcast that tried to teach people about the basic principles behind linear and logistic regression. To illustrate logistic regression, we worked through a series of progressively more complex spam detection problems. The simplest data set we used was the following: This data set has

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Trading with SVMs: Performance

December 13, 2012
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Trading with SVMs: Performance

To get a feeling of SVM performance in trading, I run different setups on the S&P 500 historical data from … the 50s. The main motif behind using this decade was to decide what parameters to vary and what to keep steady prior to running the most important tests. Treat it as an “in-sample” test

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Testing Assumption Testing

December 13, 2012
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Testing Assumption Testing

I’ve been doing a lot of linear modeling this year. That’s not much different than any ordinary year, but now I’m doing it in R. I had spent a bit of time in recent years trying to look at loss reserving as a multivariate regression. Excel is happy to do that, but testing various predictor

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Linear Models with Multiple Fixed Effects

December 11, 2012
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Linear Models with Multiple Fixed Effects

Estimating a least squares linear regression model with fixed effects is a common task in applied econometrics, especially with panel data. For example, one might have a panel of countries and want to control for fixed country factors. In this case the researcher will effectively include this fixed identifier as a factor variable, and then proceed to

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A Simple Model for Realized Volatility

December 9, 2012
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A Simple Model for Realized Volatility

The post has two goals: (1) Explain how to forecast volatility using a simple Heterogeneous Auto-Regressive (HAR) model. (Corsi, 2002) (2) Check if higher moments like Skewness and Kurtosis add forecast value to this model. It will be a high … Continue reading →

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Handling missing data with Amelia

December 9, 2012
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Handling missing data with Amelia

So, what if you have data, but some of the observations are missing? Many statistical techniques assume no missingness, so we might want to “fill in” or rectangularize our data, by replacing missing observations with plausible substitutes....

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Please stop using Excel-like formats to exchange data

December 7, 2012
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Please stop using Excel-like formats to exchange data

I know “officially” data scientists all always work in “big data” environments with data in a remote database, streaming store or key-value system. But in day to day work Excel files and Excel export files get used a lot and cause a disproportionate amount of pain. I would like to make a plea to my Related posts:

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